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scientific article; zbMATH DE number 5252497 - MaRDI portal

scientific article; zbMATH DE number 5252497

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Publication:5448400

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zbMath1136.65011MaRDI QIDQ5448400

Martina Nardon, Paolo Pianca

Publication date: 20 March 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulation heavy tails Lambert \(W\) function generalized Gaussian density transformations of random variables

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General theory of numerical methods in complex analysis (potential theory, etc.) (65E05)

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